+4.4%
FICO vs FSLY
-13.5%
+17.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.5% | -14.2% | -16.5% |
| 7D | -19.2% | -10.6% | -8.6% | -18.7% |
| 30D | -14.6% | -20.9% | +6.3% | -13.7% |
| 3M | -20.1% | +3.4% | -23.5% | -20.6% |
| 6M | -36.3% | +2.7% | -39.1% | -37.7% |
| YTD | -44.9% | +102.3% | -147.1% | -49.0% |
| 1Y | -38.6% | +182.1% | -220.7% | -45.4% |
| All | +4.4% | -13.5% | +17.9% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling